gleif

gleif is a minimal R client for the gleif API. A major challenge when dealing with financial data is the mapping of entities across different data sources. Especially when dealing with legal entities, the Legal Entity Identifier (LEI) can be used to uniquely identify entities.

Installation

You can install the development version of gleif from GitHub with:

# install.packages("pak")
pak::pak("m-muecke/gleif")

Usage

Currently only the download of the lei mapping data is supported.

library(gleif)

mapping <- lei_mapping("isin")
head(mapping)
#>                    lei         isin
#> 1 001GPB6A9XPE8XJICC14 US3158052262
#> 2 00EHHQ2ZHDCFXJCPCL46 US92204Q1031
#> 3 00KLB2PFTM3060S2N216 US4138382027
#> 4 00KLB2PFTM3060S2N216 US4138385749
#> 5 01ERPZV3DOLNXY2MLB90 US531554AA10
#> 6 01ERPZV3DOLNXY2MLB90 US531554AB92

records <- lei_records("001GPB6A9XPE8XJICC14", simplify = TRUE)
str(records)
#> 'data.frame':    37 obs. of  3 variables:
#>  $ lei  : chr  "001GPB6A9XPE8XJICC14" "001GPB6A9XPE8XJICC14" "001GPB6A9XPE8XJ"..
#>  $ name : chr  "entity_legal_name_name" "entity_legal_name_language" "entity_"..
#>  $ value: chr  "Fidelity Advisor Leveraged Company Stock Fund" "en" "FIDELITY"..

Related work

• gleifr - R package to support analysis of GLEIF data